Randomized Sensor Selection in Sequential Hypothesis Testing
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Publication:4572944
Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10) Agent technology and artificial intelligence (68T42) Management decision making, including multiple objectives (90B50) Discrete location and assignment (90B80) Applications of mathematical programming (90C90) Measures of information, entropy (94A17)
Abstract: We consider the problem of sensor selection for time-optimal detection of a hypothesis. We consider a group of sensors transmitting their observations to a fusion center. The fusion center considers the output of only one randomly chosen sensor at the time, and performs a sequential hypothesis test. We consider the class of sequential tests which are easy to implement, asymptotically optimal, and computationally amenable. For three distinct performance metrics, we show that, for a generic set of sensors and binary hypothesis, the fusion center needs to consider at most two sensors. We also show that for the case of multiple hypothesis, the optimal policy needs at most as many sensors to be observed as the number of underlying hypotheses.
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